We evaluated the oxidative cost paid by birds when coping with an immune challenge. We used the phytohaemagglutinin skin test (PHA) to assess the effects of the T-cell-mediated immune response on the concentration of reactive oxygen metabolites (ROMs), total antioxidant barrier (OXY) and total serum carotenoid concentration in wild nestlings of the Eurasian kestrel (Falco tinnunculus). Immunostimulation caused increased levels of ROMs, decreased OXY and increased circulating levels of carotenoids. These results suggest that an immune challenge can increase avian oxidative stress, and that carotenoids were remobilised from other tissues likely because their circulating levels were not sufficiently high to sustain an effective immune response.